| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1206258.374 | 1200145.6862 | 6112.6878 | 1406129.7164 | 1971364.7254 | -565235.009 |
| Total P&L (%) | 1206.2584 | 1200.1457 | 6.1127 | 1406.1297 | 1971.3647 | -565.235 |
| Avg Daily Profit (%) | 0.6537 | 0.6504 | 0.0033 | 0.1471 | 0.1644 | 0 |
| Buy And Hold Return (%) | 522.5411 | 522.5411 | 522.5411 | 522.5411 | 522.5411 | 522.5411 |
| Max Trade Drawdown | -127422 | -68070 | -75420 | -4151200 | -2397504 | -2129703 |
| Profit Factor | 2.8841 | 4.911 | 1.0183 | 1.1293 | 1.3712 | 0.8984 |
| Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
| Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
| Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Profitability (%) | 39.4958 | 40 | 38.9831 | 39.4958 | 40 | 38.9831 |
| Ratio Avg Win / Avg Loss | 4.4182 | 7.3664 | 1.5939 | 1.73 | 2.0568 | 1.4062 |
| Largest Winning Trade | 644921 | 644921 | 74511 | 2562707 | 2562707 | 1292523 |
| Largest Losing Trade | -36984 | -26737 | -36984 | -882331 | -882331 | -607600 |
| Avg Bars in Trades | 89 | 81 | 98 | 89 | 81 | 98 |
| Avg Bars in Winners | 147 | 125 | 169 | 147 | 125 | 169 |
| Avg Bars in Losers | 52 | 52 | 52 | 52 | 52 | 52 |
| Bars Traded | 10701 | 4905 | 5796 | 10701 | 4905 | 5796 |
| Profit Streak | 37.6508 | 38.9841 | 0 | 37.6508 | 38.9841 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 337157 | -158093 | -734654 | -80042 | -165861 | -760353 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11071,
"evaluation_days": 1845.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1604016000000,
"last_datapoint_time": 1760155200000,
"evaluation_time": 1760168225173,
"expiration_time": 1764937872000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 228,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
1206258.3740195762,
1200145.6862142035,
6112.6878053726,
1406129.7164148972,
1971364.725421212,
-565235.0090063147
],
[
1206.258374,
1200.145686,
6.112688,
1406.129716,
1971.364725,
-565.235009
],
[
0.653738,
0.650426,
0.003313,
0.147093,
0.16439,
0
],
[
522.541143,
522.541143,
522.541143,
522.541143,
522.541143,
522.541143
],
[
-127422,
-68070,
-75420,
-4151200,
-2397504,
-2129703
],
[
2.884126,
4.910957,
1.018337,
1.129318,
1.371208,
0.89839
],
[
119,
60,
59,
119,
60,
59
],
[
47,
24,
23,
47,
24,
23
],
[
72,
36,
36,
72,
36,
36
],
[
39.495798,
40,
38.983051,
39.495798,
40,
38.983051
],
[
4.418236,
7.366435,
1.593919,
1.730018,
2.056812,
1.406176
],
[
644921,
644921,
74511,
2562707,
2562707,
1292523
],
[
-36984,
-26737,
-36984,
-882331,
-882331,
-607600
],
[
89,
81,
98,
89,
81,
98
],
[
147,
125,
169,
147,
125,
169
],
[
52,
52,
52,
52,
52,
52
],
[
10701,
4905,
5796,
10701,
4905,
5796
],
[
37.650754,
38.984088,
0,
37.650754,
38.984088,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
337157,
-158093,
-734654,
-80042,
-165861,
-760353
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11071,
"evaluation_days": 1845.17,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1604016000000,
"last_datapoint_time": 1760155200000,
"evaluation_time": 1760168225173,
"expiration_time": 1764937872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 228,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|